+110.5%
CSCO vs CEG
+717.3%
-606.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.3% | -0.1% |
| 7D | -0.7% | +8.0% | -8.7% | -1.7% |
| 30D | -10.1% | +12.9% | -23.1% | -11.6% |
| 3M | -15.7% | +13.2% | -28.8% | -17.1% |
| 6M | +36.3% | -7.0% | +43.3% | +36.6% |
| YTD | +43.8% | -15.0% | +58.8% | +45.5% |
| 1Y | +63.9% | -2.7% | +66.7% | +61.8% |
| 3Y | +104.4% | +184.1% | -79.7% | +63.1% |
| All | +110.5% | +717.3% | -606.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling